Online Linear Optimization with Inventory Management Constraints
Proceedings of the ACM on Measurement and Analysis of Computing Systems, pp. 1-29, 2020.
This paper considers the problem of online linear optimization with inventory management constraints. Specifically, we consider an online scenario where a decision maker needs to satisfy her time-varying demand for some units of an asset, either from a market with a time-varying price or from her own inventory. In each time slot, the deci...More
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